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Algebraic change-point detection

Michel Fliess 1, 2, * Cédric Join 2, 3 Mamadou Mboup 2, 4 
* Corresponding author
1 LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau]
2 ALIEN - Algebra for Digital Identification and Estimation
Inria Lille - Nord Europe, Inria Saclay - Ile de France, Centrale Lille, X - École polytechnique, CNRS - Centre National de la Recherche Scientifique : UMR8146
3 CRAN - Centre de Recherche en Automatique de Nancy
4 CRESTIC - Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804
Abstract : Elementary techniques from operational calculus, differential algebra, and noncommutative algebra lead to a new approach for change-point detection, which is an important field of investigation in various areas of applied sciences and engineering. Several successful numerical experiments are presented.
keyword : Change-point detection identifiability operational calculus differential algebra noncommutative algebra holonomic functions
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https://hal.inria.fr/inria-00439226
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Submitted on : Sunday, December 6, 2009 - 11:07:25 PM
Last modification on : Friday, February 4, 2022 - 3:15:47 AM
Long-term archiving on: : Thursday, June 17, 2010 - 11:20:18 PM

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Michel Fliess, Cédric Join, Mamadou Mboup. Algebraic change-point detection. Applicable Algebra in Engineering, Communication and Computing, Springer Verlag, 2010, 21 (2), pp.131-143. ⟨10.1007/s00200-010-0119-z⟩. ⟨inria-00439226⟩

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